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Farm out as much as possible to Rcpp #12

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lukesonnet opened this issue Aug 6, 2017 · 0 comments
Open

Farm out as much as possible to Rcpp #12

lukesonnet opened this issue Aug 6, 2017 · 0 comments

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@lukesonnet
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lukesonnet commented Aug 6, 2017

Things that should be checked for and moved to Rcpp:

  • Any trace functions should be moved from sum(diag(x)) to trace_mat (~5x faster)
  • Any multiplications of a matrix with a diagonal matrix should be moved to mult_diag
lukesonnet added a commit that referenced this issue Aug 6, 2017
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